Viscosity methods for common solutions for equilibrium and hierarchical fixed point problems

Implicit and explicit viscosity methods for finding common solutions of equilibrium and hierarchical fixed points are presented. These methods are used to solve systems of equilibrium problems and variational inequalities where the involving operators are complements of nonexpansive mappings. The results here are situated on the lines of the research of the corresponding results of Moudafi [Krasnoselski-Mann iteration for hierarchical fixed-point problems, Inverse Probl. 23 (2007), pp. 1635–1640; Weak convergence theorems for nonexpansive mappings and equilibrium problems, to appear in JNCA], Moudafi and Maingé [Towards viscosity approximations of hierarchical fixed-points problems, Fixed Point Theory Appl. Art ID 95453 (2006), 10 pp.; Strong convergence of an iterative method for hierarchical fixed point problems, Pac. J. Optim. 3 (2007), pp. 529–538; Coupling viscosity methods with the extragradient algorithm for solving equilibrium problems, to appear in JNCA], Yao and Liou [Weak and strong convergence of Krasnosel'ski?–Mann iteration for hierarchical fixed point problems, Inverse Probl. 24 (2008), 015015 8 pp.], S. Takahashi and W. Takahashi [Viscosity approximation methods for equilibrium problems and fixed point problems in Hilbert spaces, J. Math. Anal. Appl. 331 (2006), pp. 506–515], Xu [Viscosity method for hierarchical fixed point approach to variational inequalities, preprint.], Combettes and Hirstoaga [Equilibrium programming in Hilbert spaces, J. Nonlinear Convex Anal. 6 (2005), pp. 117–136] and Plubtieng and Pumbaeang [A general iterative method for equilibrium problems and fixed point problems in Hilbert spaces, J. Math. Anal. Appl. 336 (2007), pp. 455–469.].     

Maximal elements in noncompact spaces with application to equilibria

A new maximal theorem for -majorized correspondences in noncompact spaces is presented and applied to obtain an equilibrium existence theorem for noncompact abstract economies. The corresponding results of Borglin and Keiding (1976), Yannelis and Prabhakar (1983), Ding and Tan (1993), Yuan and Tarafdar (1996), and Ding and Yuan (1998) are generalized by our results.

     

Global existence and general decay for a nonlinear viscoelastic equation with nonlinear localized damping and velocity-dependent material density

In this article, we investigate a nonlinear viscoelastic equation with nonlinear localized damping and velocity-dependent material density. We prove the global existence of weak solutions and general decay of the energy by using the Faedo–Galerkin method [Z.Y. Zhang and X.J. Miao, Global existence and uniform decay for wave equation with dissipative term and boundary damping, Comput. Math. Appl. 59 (2010), pp. 1003–1018; J.Y. Park and J.R. Kang, Global existence and uniform decay for a nonlinear viscoelastic equation with damping, Acta Appl. Math. 110 (2010), pp. 1393–1406] and the perturbed energy method [Zhang and Miao (2010); X.S. Han, and M.X. Wang, Global existence and uniform decay for a nonlinear viscoelastic equation with damping, Nonlinear Anal. TMA. 70 (2009), pp. 3090–3098], respectively. Furthermore, for certain initial data and suitable conditions on the relaxation function, we show that the energy decays exponentially or polynomially depending the rate of the decay of the relaxation function. This result is an improvement over the earlier ones in the literature.     

Composition of pseudo almost periodic and pseudo almost automorphic functions and applications to evolution equations

We establish new theorems for the composition of pseudo almost periodic and pseudo almost automorphic functions in Banach spaces. Our results extend the recent ones [H. Li, F. Huang and J. Li, Composition of pseudo almost-periodic functions and semilinear differential equations, J. Math. Anal. Appl. 255 (2001), pp. 436–446; J. Liang, J. Zhang, T.J. Xiao, Composition of pseudo almost automorphic and asymptotically almost automorphic functions, J. Math. Anal. Appl. 340 (2001), pp. 1493–1499]. We also study some sufficient conditions for the continuity of the superposition operator. As an application to the abstract results, we give some existence theorems of pseudo almost periodic/automorphic solutions for some semilinear evolution equations and examples with the heat equation.     

Global existence and nonexistence of the non-Newtonian polytropic filtration equations coupled with nonlinear boundary conditions

In this article, we deal with the global existence and nonexistence of solutions to the non-Newtonian polytropic filtration equations coupled with nonlinear boundary conditions. By constructing various kinds of sub- and super-solutions and using the basic properties of M-matrix, we give the necessary and sufficient conditions for global existence of nonnegative solutions. The critical curve of Fujita type is conjectured with the aid of some new results, which extend the recent results of Zheng, Song, and Jiang [Critical Fujita exponents for degenerate parabolic equations coupled via nonlinear boundary flux, J. Math. Anal. Appl. 298 (2004), pp. 308–324], Zhou and Mu [Critical curve for a non-Newtonian polytropic filtration system coupled via nonlinear boundary flux, Nonlinear Anal. 68 (2008), pp. 1–11], and Zhou and Mu [Algebraic criteria for global existence or blow-up for a boundary coupled system of nonlinear diffusion equations, Appl. Anal. 86 (2007), pp. 1185–1197] to more general equations.     

Travelling Wavefronts in Reaction‐Diffusion Equations with Convection Effects and Non‐Regular Terms

This paper deals with the appearance of monotone bounded travelling wave solutions for a parabolic reaction‐diffusion equation which frequently meets both in chemical and biological systems. In particular, we prove the existence of monotone front type solutions for any wave speed c ≥ c* and give an estimate for the threshold value c*. Our model takes into account both of a density dependent diffusion term and of a non‐linear convection effect. Moreover, we do not require the main non‐linearity g to be a regular C¹ function; in particular we are able to treat both the case when g′(0) = 0, giving rise to a degenerate equilibrium point in the phase plane, and the singular case when g′(0) = +∞. Our results generalize previous ones due to Aronson and Weinberger [Adv. Math. 30 (1978), pp. 33–76 ], Gibbs and Murray (see Murray [Mathematical Biology, Springer‐Verlag, Berlin, 1993 ]) and McCabe , Leach and Needham [SIAM J. Appl. Math. 59 (1998), pp. 870–899 ]. Finally, we obtain our conclusions by means of a comparison‐type technique which was introduced and developed in this framework in a recent paper by the same authors.     

Spline approximation of a non-linear Riemann–Hilbert problem†

In this article we use linear spline approximation of a non-linear Riemann–Hilbert problem on the unit disk. The boundary condition for the holomorphic function is reformulated as a non-linear singular integral equation A(u) = 0, where A : H ¹(Γ) → H ¹(Γ) is defined via a Nemytski operator. We approximate A by A ⁿ : H ¹(Γ) → H ¹(Γ) using spline collocation and show that this defines a Fredholm quasi-ruled mapping. Following the results of (A.I. ?nirel'man, The degree of quasi-ruled mapping and a nonlinear Hilbert problem, Math. USSR-Sbornik 18 (1972), pp. 373–396; M.A. Efendiev, On a property of the conjugate integral and a nonlinear Hilbert problem, Soviet Math. Dokl. 35 (1987), pp. 535–539; M.A. Efendiev, W.L. Wendland, Nonlinear Riemann–Hilbert problems for multiply connected domains, Nonlinear Anal. 27 (1996), pp. 37–58; Nonlinear Riemann–Hilbert problems without transversality. Math. Nachr. 183 (1997), pp. 73–89; Nonlinear Riemann–Hilbert problems for doubly connected domains and closed boundary data, Topol. Methods Nonlinear Anal. 17 (2001), pp. 111–124; Nonlinear Riemann–Hilbert problems with Lipschitz, continuous boundary data without transversality, Nonlinear Anal. 47 (2001), pp. 457–466; Nonlinear Riemann–Hilbert problems with Lipschitz-continuous boundary data: Doubly connected domains, Proc. Roy. Soc. London Ser. A 459 (2003), pp. 945–955.), we define a degree of mapping and show the existence of the spline solutions of the fully discrete equations A ⁿ (u) = 0, for n large enough. We conclude this article by discussing the solvability of the non-linear collocation method, where we shall need an additional uniform strong ellipticity condition for employing the spline approximation.     

Generalized KKM theorems,minimax inequalities,and their applications

This paper extends the well-known KKM theorem and variational inequalities by relaxing the closedness of values of a correspondence and lower semicontinuity of a function. The approach adopted is based on Michael's continuous selection theorem. As applications, we provide theorems for the existence of maximum elements of a binary relation, a price equilibrium, and the complementarity problem. Thus our theorems, which do not require the openness of lower sections of the preference correspondences and the lower semicontinuity of the excess demand functions, generalize many of the existence theorems such as those in Sonnenschein (Ref. 1), Yannelis and Prabhakar (Ref. 2), and Border (Ref. 3).The author is grateful to Professor Franco Giannessi for helpful comments and suggestions.     

Contribution of copositive formulations to the graph partitioning problem

This article provides analysis of several copositive formulations of the graph partitioning problem and semidefinite relaxations based on them. We prove that the copositive formulations based on results from Burer [S. Burer, On the copositive representation of binary and continuous nonconvex quadratic programs. Math. Program. 120 (Ser. A) (2009), pp. 479–495] and the author of the paper [J. Povh, Semidefinite approximations for quadratic programs over orthogonal matrices. J. Global Optim. 48 (2010), pp. 447–463] are equivalent and that they both imply semidefinite relaxations which are stronger than the Donath–Hoffman eigenvalue lower bound [W.E. Donath and A.J. Hoffman, Lower bounds for the partitioning of graphs. IBM J. Res. Develop. 17 (1973), pp. 420–425] and the projected semidefinite lower bound from Wolkowicz and Zhao [H. Wolkowicz and Q. Zhao, Semidefinite programming relaxations for the graph partitioning problem. Discrete Appl. Math. 96–97 (1999), pp. 461–479].     

Conjugate duality in problems of constrained utility maximization

We show that a simple and elegant method of Bismut [J. Math. Analysis Appl., 44 (1973), pp. 384–404] for applying conjugate duality to convex problems of Bolza adapts directly to problems of utility maximization with portfolio constraints in mathematical finance. This gives a straightforward construction of an associated dual problem together with Euler–Lagrange and transversality relations, which are then used to establish existence of optimal portfolios in terms of solutions of the dual problem. The approach is completely synthetic, and does not require the rather difficult a priori hypothesis of a fictitious complete market for unconstrained optimization, which has been the standard approach for synthesizing optimal portfolios in problems of utility maximization with trading constraints. It also complements a duality synthesis of Rogers [Lecture Notes in Mathematics, No. LNM-1814, Springer-Verlag, New York, 2003, pp. 95–131] and Klein and Rogers [Math. Finance, 17 (2007), pp. 225–247] for general problems of utility maximization with market imperfections.     

Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing

We consider an incomplete market model where asset prices are modelled by Ito processes, and derive the first fundamental theorem of asset pricing using standard stochastic calculus techniques. This contrasts with the sophisticated functional analytic theorems required in the comprehensive works of F. Delbaen and W. Schachermayer (1993) No Arbitrage and the Fundamental Theorem of Asset Pricing, pp. 37–38; Math. Finance 4 (1994), pp. 343–348; Math. Ann. 300 (1994), pp. 464–520; Ann. Appl. Probab. 5 (1995), pp. 926–645 and Proc. Sympos. Appl. Math. 57 (1999), pp. 49–58, and the comparative lack of transparency of the associated technical conditions. An additional benefit is that a clear relationship between no arbitrage and the existence of equivalent local martingale measures is also presented.     

On Existence of Common Fixed Points Under Lipschitz-Type Mapping Pairs with Applications

In this paper, we propose some su?cient conditions to obtain the existence of common fixed points for a pair of self-mappings satisfying Lipschitz-type conditions in noncomplete metric space. Our results improve and extend the results of Pant [Common fixed points of Lipschitz-type mapping pairs, J. Math. Anal. Appl. 240, (1999), 280–283] and Khan et al. [Coincidences of Lipschitz-type hybrid maps and invariant approximation, Numer. Funct. Anal. Optim. 28(9–10), (2007), 1165–1177]. As an application of our results we solve an eigenvalue problem for operators defined on a normed space.     

On the Kirchhoff index of some toroidal lattices

The resistance distance is a novel distance function on a graph proposed by Klein and Randi? [D.J. Klein and M. Randi?, Resistance distance, J. Math. Chem. 12 (1993), pp. 81–85]. The Kirchhoff index of a graph G is defined as the sum of resistance distances between all pairs of vertices of G. In this article, based on the result by Gutman and Mohar [I. Gutman and B. Mohar, The quasi-Wiener and the Kirchhoff indices coincide, J. Chem. Inf. Comput. Sci. 36 (1996), pp. 982–985], we compute the Kirchhoff index of the square, 8.8.4, hexagonal and triangular lattices, respectively.     

On the rate of convergence in the strong law of large numbers for martingales

The aim of this note is to establish the Baum–Katz type rate of convergence in the Marcinkiewicz–Zygmund strong law of large numbers for martingales, which improves the recent works of Stoica [Series of moderate deviation probabilities for martingales, J. Math. Anal. Appl. 336 (2005), pp. 759–763; Baum–Katz–Nagaev type results for martingales, J. Math. Anal. Appl. 336 (2007), pp. 1489–1492; A note on the rate of convergence in the strong law of large numbers for martingales, J. Math. Anal. Appl. 381 (2011), pp. 910–913]. Furthermore, we also study some relevant limit behaviours for the uniform mixing process. Under some uniform mixing conditions, the sufficient and necessary condition of the convergence of the martingale series is established.     

The degree theory for set-valued compact perturbation of monotone-type mappings with an application

Degree theory has been developed as a tool for checking the solution existence of nonlinear equations. Hu and Parageorgiou [S.C. Hu, N.S. Parageorgiou, Generalisation of Browders degree theory, Trans. Amer. Math. Soc. 347 (1995), pp. 233–259] generalized the results of Browder [F.E. Browder, Fixed point theory and nonlinear problems, Bull. Amer. Math. Soc. 9 (1983), pp. 1–39] on the degree theory to mappings of the form f?+?T?+?G, where f is a bounded and demicotinuous mapping of class (S)₊ from a bounded open set in a reflexive Banach space X into its dual X*, T is a maximal monotone mapping with 0?∈?T(0) from X into X*, and G is an u.s.c. compact set-valued mapping from X into X*. In this article we continue to generalize and extend the results of Browder on the degree theory to mappings of the form f?+?T?+?G. By enlarging the class of maximal monotone mappings and pseudo-monotone homotopies we obtain some new results of the degree theory for such mappings. As an application, an existence result of solutions for generalized mixed variational inequalities is given under some suitable conditions.     

Interior Proximal Methods for equilibrium programming: part II

In this article we discuss a method for solving equilibrium problems, introduced by Flam and Antipin [S.D. Flam and A.S. Antipin, Equilibrium programming using proximal-like algorithms, Math. Program.77 (1997), pp. 29–41]. We extend this method to unbounded feasible sets which e.g. also leads to the necessity of a new and appropriate stopping criteria. We also provide results permitting to use zone-coercive regularizing functionals (of Bregman type). For example, when the boundary of the feasible set has a certain curvature, the regularized subproblems can be treated as unconstrained ones.     

On nonstandard Padé approximants suitable for effective properties of two-phase composite materials

This article investigates the existence of the nonstandard Padé approximants introduced by Cherkaev and Zhang [D.-L. Zhang and E. Cherkaev, Reconstruction of spectral function from effective permittivity of a composite material using rational function approximations, J. Comput. Phys. 228 (2009), pp. 5390–5409] for approximating the spectral function of composites from effective properties at different frequencies. The spectral functions contain information on microstructure of composites. Since this reconstruction problem is ill-posed Cherkaev [Inverse homogenization for evaluation of effective properties of a mixture, Inverse Probl. 17 (2001), pp. 1203–1218], the well-performed Padé approach is noteworthy and deserves further investigations. In this article, we validate the assumption that the effective dielectric component of interest of all two-phase composites can be approximated by Padé approximants whose denominator has nonzero power one term. We refer to this as the nonstandard Padé approximant, in contrast to the standard approximants whose denominators have nonzero constant terms. For composites whose spectral function assumes infinitely many different values such as the checkerboard microstructure, the proof is carried by using classical results for Markov–Stieltjes functions (also referred to as Stieltjes functions) Golden and Papanicolaou [Bounds on effective parameters of heterogeneous media by analytic continuation, Commun. Math. Phys. 90 (1983), pp. 473–491] and Cherkaev and Ou [De-homogenization: Reconstruction of moments of the spectral measure of the composite, Inverse Probl. 24 (2008), p. 065008]. However, it is well-known that spectral functions for microstructure such as rank-n laminates assume only finitely many different values, i.e. the measure in the Markov–Stieltjes function is supported at only finitely many points. For this case, we cannot find any existence results for nonstandard Padé approximants in the literature. The proof for this case is the focus of this article. It is done by utilizing a special product decomposition of the coefficient matrix of the Padé system. The results in this article can be considered as an extension of the Padé theory for Markov–Stieltjes functions whose spectral function take infinitely many different values to those taking only finitely many values. In the literature, the latter is usually excluded from the definition of Markov–Stieltjes functions because they correspond to rational functions, hence convergence of their Padé approximants is trivial. However, from an inverse problem point of view, we need to assure both the existence and convergence of the nonstandard Padé approximants, for all microstructures. The results in this article provide a mathematical foundation for applying the Padé approach for reconstructing the spectral functions of composites whose microstructure is not a priori known.     

A structural characterization of real k-potent matrices

Some well-known characterizations of nonnegative k-potent matrices have been obtained by Flor [P. Flor, On groups of nonnegative matrices, Compositio Math. 21 (1969), pp. 376–382.] and Jeter and Pye [M. Jeter and W. Pye, Nonnegative (s,?t)-potent matrices, Linear Algebra Appl. 45 (1982), pp. 109–121.]. In this article, we obtain a structural characterization of a real k-potent matrix A, provided that (sgn(A)) ^k+1 is unambiguously defined, regardless of whether A is nonnegative or not.     

Implicit complementarity problems on isotone projection cones

Isac and Németh [G. Isac and A. B. Németh, Projection methods, isotone projection cones and the complementarity problem, J. Math. Anal. Appl. 153 (1990), pp. 258–275] proved that solving a coincidence point equation (fixed point problem) in turn solves the corresponding implicit complementarity problem (nonlinear complementarity problem) and they exploited the isotonicity of the metric projection onto isotone projection cones to solve implicit complementarity problems (nonlinear complementarity problems) defined by these cones. In this article an iterative algorithm is studied in connection with an implicit complementarity problem. It is proved that if the sequence generated through the defined algorithm is convergent, then its limit is a solution of the coincidence point equation and thus solves the implicit complementarity problem. Sufficient conditions are given for this sequence to be convergent for implicit complementarity problems defined by isotone projection cones, extending the results of Németh [S.Z. Németh, Iterative methods for nonlinear complementarity problems on isotone projection cones, J. Math. Anal. Appl. 350 (2009), pp. 340–370]. Some existing concepts from the latter paper are extended to solve the problem of finding nonzero solutions of the implicit complementarity problem.     

Interior proximal methods for equilibrium programming: part I

In this article a method for solving equilibrium problems introduced by Flåm and Antipin [S.D. Flåm and A.S. Antipin, Equilibrium programming using proximal-like algorithms, Math. Program. 77 (1997), pp. 29–41] is discussed. We extend this method to unbounded feasible sets which also leads to the necessity of a new discussion of solvability of the subproblems and appropriate stopping criteria. We also provide results permitting the use of zone-coercive regularizing functionals (of Bregman type). For example, when the boundary of the feasible set has a certain curvature, the regularized subproblems can be treated as unconstrained ones.